This work deals with Bayesian inference for Cox's proportional hazards model. After a brief introduction to the problem, from a historical perspective, an MCMC solution is suggested, based on a novel Bayesian nonparametric approach to hazard rate estimation. The suggested method, allowing for right censored as well as exact observations, is then applied to the well-known leukemia remission times in Cox's landmark paper.
On Bayesian analysis of the proportional hazards model / LA ROCCA, Luca. - STAMPA. - (2004), pp. 295-298. (Intervento presentato al convegno XLII Riunione della Società Italiana di Statistica tenutosi a Università degli Studi di Bari nel 9-11 giugno 2004).
On Bayesian analysis of the proportional hazards model
LA ROCCA, Luca
2004
Abstract
This work deals with Bayesian inference for Cox's proportional hazards model. After a brief introduction to the problem, from a historical perspective, an MCMC solution is suggested, based on a novel Bayesian nonparametric approach to hazard rate estimation. The suggested method, allowing for right censored as well as exact observations, is then applied to the well-known leukemia remission times in Cox's landmark paper.
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